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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KIMCO REALTY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KIMCO REALTY CORP
Security Description
2.8% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1383945.00
Base Total Cost
1410210.00
Base Unrealized Gain Loss
-26265.00
Base Accrued Interest
10500.00
Local Market Value
1383945.00
Local Total Cost Amount
1410210.00
Local Unrealized Gain Loss
-26265.00
Local Accrued Interest
10500.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
2.63178
Original Face
0
Shares Par Value
7000000.00
Base Market Value
7129990.00
Base Total Cost
6977880.00
Base Unrealized Gain Loss
152110.00
Base Accrued Interest
15352.05
Local Market Value
7129990.00
Local Total Cost Amount
6977880.00
Local Unrealized Gain Loss
152110.00
Local Accrued Interest
15352.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BP CAPITAL MARKETS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BP CAPITAL MARKETS PLC
Security Description
1% 16 Sep 2021
Maturity Date
2021-09-16T00:00:00.000
Interest Rate
2.12033
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3052290.00
Base Total Cost
3000000.00
Base Unrealized Gain Loss
52290.00
Base Accrued Interest
2537.63
Local Market Value
3052290.00
Local Total Cost Amount
3000000.00
Local Unrealized Gain Loss
52290.00
Local Accrued Interest
2537.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
2.375% 06 Oct 2026
Maturity Date
2026-10-06T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1904840.00
Base Total Cost
1988200.00
Base Unrealized Gain Loss
-83360.00
Base Accrued Interest
11215.28
Local Market Value
1904840.00
Local Total Cost Amount
1988200.00
Local Unrealized Gain Loss
-83360.00
Local Accrued Interest
11215.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASTERCARD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASTERCARD INC
Security Description
2% 21 Nov 2021
Maturity Date
2021-11-21T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1987020.00
Base Total Cost
1988580.00
Base Unrealized Gain Loss
-1560.00
Base Accrued Interest
4444.44
Local Market Value
1987020.00
Local Total Cost Amount
1988580.00
Local Unrealized Gain Loss
-1560.00
Local Accrued Interest
4444.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
4.9% 30 Nov 2046
Maturity Date
2046-11-30T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1652160.00
Base Total Cost
1542315.00
Base Unrealized Gain Loss
109845.00
Base Accrued Interest
6329.17
Local Market Value
1652160.00
Local Total Cost Amount
1542315.00
Local Unrealized Gain Loss
109845.00
Local Accrued Interest
6329.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.464% 23 Jul 2022
Maturity Date
2022-07-23T00:00:00.000
Interest Rate
4.464
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1065470.00
Base Total Cost
1004180.00
Base Unrealized Gain Loss
61290.00
Base Accrued Interest
19592.00
Local Market Value
1065470.00
Local Total Cost Amount
1004180.00
Local Unrealized Gain Loss
61290.00
Local Accrued Interest
19592.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HP ENTERPRISE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP ENTERPRISE CO
Security Description
6.2% 15 Oct 2035
Maturity Date
2035-10-15T00:00:00.000
Interest Rate
6.2
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1081260.00
Base Total Cost
999420.00
Base Unrealized Gain Loss
81840.00
Base Accrued Interest
13088.89
Local Market Value
1081260.00
Local Total Cost Amount
999420.00
Local Unrealized Gain Loss
81840.00
Local Accrued Interest
13088.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LINCOLN NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN NATIONAL CORP
Security Description
3.625% 12 Dec 2026
Maturity Date
2026-12-12T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4016680.00
Base Total Cost
4069920.00
Base Unrealized Gain Loss
-53240.00
Base Accrued Interest
43902.78
Local Market Value
4016680.00
Local Total Cost Amount
4069920.00
Local Unrealized Gain Loss
-53240.00
Local Accrued Interest
43902.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.563% 15 Jun 2048
Maturity Date
2048-06-15T00:00:00.000
Interest Rate
4.563
Original Face
0
Shares Par Value
5294000.00
Base Market Value
5570135.04
Base Total Cost
5314338.78
Base Unrealized Gain Loss
255796.26
Base Accrued Interest
10736.23
Local Market Value
5570135.04
Local Total Cost Amount
5314338.78
Local Unrealized Gain Loss
255796.26
Local Accrued Interest
10736.23
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
1% 09 Jan 2020
Maturity Date
2020-01-09T00:00:00.000
Interest Rate
2.15539
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2517675.00
Base Total Cost
2500000.00
Base Unrealized Gain Loss
17675.00
Base Accrued Interest
12273.76
Local Market Value
2517675.00
Local Total Cost Amount
2500000.00
Local Unrealized Gain Loss
17675.00
Local Accrued Interest
12273.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEUTSCHE TELEKOM INT FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE TELEKOM INT FIN
Security Description
2.82% 19 Jan 2022
Maturity Date
2022-01-19T00:00:00.000
Interest Rate
2.82
Original Face
0
Shares Par Value
7000000.00
Base Market Value
7040110.00
Base Total Cost
6994336.36
Base Unrealized Gain Loss
45773.64
Base Accrued Interest
88830.00
Local Market Value
7040110.00
Local Total Cost Amount
6994336.36
Local Unrealized Gain Loss
45773.64
Local Accrued Interest
88830.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
4.45% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
5800000.00
Base Market Value
5590678.00
Base Total Cost
5688123.50
Base Unrealized Gain Loss
-97445.50
Base Accrued Interest
112560.27
Local Market Value
5590678.00
Local Total Cost Amount
5688123.50
Local Unrealized Gain Loss
-97445.50
Local Accrued Interest
112560.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IBM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IBM CORP
Security Description
1% 27 Jan 2020
Maturity Date
2020-01-27T00:00:00.000
Interest Rate
1.40039
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1003750.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
3750.00
Base Accrued Interest
2528.48
Local Market Value
1003750.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
3750.00
Local Accrued Interest
2528.48
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-190.64
Base Market Value
-190.64
Base Total Cost
-190.64
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-190.64
Local Total Cost Amount
-190.64
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISCOVER FINANCIAL SVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER FINANCIAL SVS
Security Description
4.1% 09 Feb 2027
Maturity Date
2027-02-09T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5008650.00
Base Total Cost
4995550.00
Base Unrealized Gain Loss
13100.00
Base Accrued Interest
80861.11
Local Market Value
5008650.00
Local Total Cost Amount
4995550.00
Local Unrealized Gain Loss
13100.00
Local Accrued Interest
80861.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVARTIS CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVARTIS CAPITAL CORP
Security Description
2.4% 17 May 2022
Maturity Date
2022-05-17T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
11000000.00
Base Market Value
11086570.00
Base Total Cost
10939390.00
Base Unrealized Gain Loss
147180.00
Base Accrued Interest
32266.67
Local Market Value
11086570.00
Local Total Cost Amount
10939390.00
Local Unrealized Gain Loss
147180.00
Local Accrued Interest
32266.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BERKSHIRE HATHAWAY FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY FIN
Security Description
5.75% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1280500.00
Base Total Cost
988020.00
Base Unrealized Gain Loss
292480.00
Base Accrued Interest
26513.89
Local Market Value
1280500.00
Local Total Cost Amount
988020.00
Local Unrealized Gain Loss
292480.00
Local Accrued Interest
26513.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aa2
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERPRISE PRODUCTS OPER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERPRISE PRODUCTS OPER
Security Description
6.45% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
5000000.00
Base Market Value
6281200.00
Base Total Cost
4976250.00
Base Unrealized Gain Loss
1304950.00
Base Accrued Interest
107500.00
Local Market Value
6281200.00
Local Total Cost Amount
4976250.00
Local Unrealized Gain Loss
1304950.00
Local Accrued Interest
107500.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
5.7% 15 Oct 2040
Maturity Date
2040-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2881325.00
Base Total Cost
2495325.00
Base Unrealized Gain Loss
386000.00
Base Accrued Interest
30083.33
Local Market Value
2881325.00
Local Total Cost Amount
2495325.00
Local Unrealized Gain Loss
386000.00
Local Accrued Interest
30083.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KINDER MORGAN ENER PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN ENER PART
Security Description
7.5% 15 Nov 2040
Maturity Date
2040-11-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
5000000.00
Base Market Value
6237650.00
Base Total Cost
4967000.00
Base Unrealized Gain Loss
1270650.00
Base Accrued Interest
47916.67
Local Market Value
6237650.00
Local Total Cost Amount
4967000.00
Local Unrealized Gain Loss
1270650.00
Local Accrued Interest
47916.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BP CAPITAL MARKETS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BP CAPITAL MARKETS PLC
Security Description
4.742% 11 Mar 2021
Maturity Date
2021-03-11T00:00:00.000
Interest Rate
4.742
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2716750.00
Base Total Cost
2500000.00
Base Unrealized Gain Loss
216750.00
Base Accrued Interest
36223.61
Local Market Value
2716750.00
Local Total Cost Amount
2500000.00
Local Unrealized Gain Loss
216750.00
Local Accrued Interest
36223.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
4.65% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3164640.00
Base Total Cost
2989065.00
Base Unrealized Gain Loss
175575.00
Base Accrued Interest
11625.00
Local Market Value
3164640.00
Local Total Cost Amount
2989065.00
Local Unrealized Gain Loss
175575.00
Local Accrued Interest
11625.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: GERMANY • Security Name: INEOS STYROLUTION GROUP GMBH
Local Currency Code
USD
Trade Country Name
GERMANY
Security Name
INEOS STYROLUTION GROUP GMBH
Security Description
1% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1879393.79
Base Market Value
1894663.86
Base Total Cost
1879393.79
Base Unrealized Gain Loss
15270.07
Base Accrued Interest
0
Local Market Value
1894663.86
Local Total Cost Amount
1879393.79
Local Unrealized Gain Loss
15270.07
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRASKEM AMERICA FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRASKEM AMERICA FINANCE
Security Description
7.125% 22 Jul 2041
Maturity Date
2041-07-22T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2658625.00
Base Total Cost
2502272.72
Base Unrealized Gain Loss
156352.28
Base Accrued Interest
78671.87
Local Market Value
2658625.00
Local Total Cost Amount
2502272.72
Local Unrealized Gain Loss
156352.28
Local Accrued Interest
78671.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
3.55% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3121830.00
Base Total Cost
3120090.00
Base Unrealized Gain Loss
1740.00
Base Accrued Interest
31358.33
Local Market Value
3121830.00
Local Total Cost Amount
3120090.00
Local Unrealized Gain Loss
1740.00
Local Accrued Interest
31358.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PHILIP MORRIS INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILIP MORRIS INTL INC
Security Description
2.9% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2047140.00
Base Total Cost
2024080.00
Base Unrealized Gain Loss
23060.00
Base Accrued Interest
7411.11
Local Market Value
2047140.00
Local Total Cost Amount
2024080.00
Local Unrealized Gain Loss
23060.00
Local Accrued Interest
7411.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.65% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
7.65
Original Face
0
Shares Par Value
4500000.00
Base Market Value
4179375.00
Base Total Cost
4480746.92
Base Unrealized Gain Loss
-301371.92
Base Accrued Interest
101362.50
Local Market Value
4179375.00
Local Total Cost Amount
4480746.92
Local Unrealized Gain Loss
-301371.92
Local Accrued Interest
101362.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
4.7% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2706850.00
Base Total Cost
2495250.00
Base Unrealized Gain Loss
211600.00
Base Accrued Interest
34597.22
Local Market Value
2706850.00
Local Total Cost Amount
2495250.00
Local Unrealized Gain Loss
211600.00
Local Accrued Interest
34597.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MOTOROLA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTOROLA SOLUTIONS INC
Security Description
3.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
4500000.00
Base Market Value
4649175.00
Base Total Cost
4507155.00
Base Unrealized Gain Loss
142020.00
Base Accrued Interest
21562.50
Local Market Value
4649175.00
Local Total Cost Amount
4507155.00
Local Unrealized Gain Loss
142020.00
Local Accrued Interest
21562.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EBAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EBAY INC
Security Description
4% 15 Jul 2042
Maturity Date
2042-07-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
6000000.00
Base Market Value
5281140.00
Base Total Cost
5464350.00
Base Unrealized Gain Loss
-183210.00
Base Accrued Interest
110666.65
Local Market Value
5281140.00
Local Total Cost Amount
5464350.00
Local Unrealized Gain Loss
-183210.00
Local Accrued Interest
110666.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EPR PROPERTIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EPR PROPERTIES
Security Description
5.75% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5523200.00
Base Total Cost
4999900.00
Base Unrealized Gain Loss
523300.00
Base Accrued Interest
108611.11
Local Market Value
5523200.00
Local Total Cost Amount
4999900.00
Local Unrealized Gain Loss
523300.00
Local Accrued Interest
108611.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JUNIPER NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JUNIPER NETWORKS INC
Security Description
4.35% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2086740.00
Base Total Cost
1997660.00
Base Unrealized Gain Loss
89080.00
Base Accrued Interest
3866.67
Local Market Value
2086740.00
Local Total Cost Amount
1997660.00
Local Unrealized Gain Loss
89080.00
Local Accrued Interest
3866.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: E TRADE FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
E TRADE FINANCIAL CORP
Security Description
4.625% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2080000.00
Base Total Cost
2082500.00
Base Unrealized Gain Loss
-2500.00
Base Accrued Interest
27236.11
Local Market Value
2080000.00
Local Total Cost Amount
2082500.00
Local Unrealized Gain Loss
-2500.00
Local Accrued Interest
27236.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE SA
Security Description
5.625% 11 Sep 2042
Maturity Date
2042-09-11T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1425000.00
Base Total Cost
1487970.00
Base Unrealized Gain Loss
-62970.00
Base Accrued Interest
25781.25
Local Market Value
1425000.00
Local Total Cost Amount
1487970.00
Local Unrealized Gain Loss
-62970.00
Local Accrued Interest
25781.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEXICHEM SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEXICHEM SAB DE CV
Security Description
6.75% 19 Sep 2042
Maturity Date
2042-09-19T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6532500.00
Base Total Cost
5713687.50
Base Unrealized Gain Loss
818812.50
Base Accrued Interest
114750.00
Local Market Value
6532500.00
Local Total Cost Amount
5713687.50
Local Unrealized Gain Loss
818812.50
Local Accrued Interest
114750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GLENCORE FINANCE CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLENCORE FINANCE CANADA
Security Description
5.55% 25 Oct 2042
Maturity Date
2042-10-25T00:00:00.000
Interest Rate
5.55
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2662500.00
Base Total Cost
2483650.00
Base Unrealized Gain Loss
178850.00
Base Accrued Interest
25437.50
Local Market Value
2662500.00
Local Total Cost Amount
2483650.00
Local Unrealized Gain Loss
178850.00
Local Accrued Interest
25437.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.25% 08 Nov 2042
Maturity Date
2042-11-08T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1491390.00
Base Total Cost
1421313.00
Base Unrealized Gain Loss
70077.00
Base Accrued Interest
11593.75
Local Market Value
1491390.00
Local Total Cost Amount
1421313.00
Local Unrealized Gain Loss
70077.00
Local Accrued Interest
11593.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
5.15% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2372725.00
Base Total Cost
2441865.00
Base Unrealized Gain Loss
-69140.00
Base Accrued Interest
53645.84
Local Market Value
2372725.00
Local Total Cost Amount
2441865.00
Local Unrealized Gain Loss
-69140.00
Local Accrued Interest
53645.84
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
6.5% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2260200.00
Base Total Cost
1986900.00
Base Unrealized Gain Loss
273300.00
Base Accrued Interest
58138.89
Local Market Value
2260200.00
Local Total Cost Amount
1986900.00
Local Unrealized Gain Loss
273300.00
Local Accrued Interest
58138.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KKR GROUP FIN CO II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KKR GROUP FIN CO II
Security Description
5.5% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2768450.00
Base Total Cost
2447250.00
Base Unrealized Gain Loss
321200.00
Base Accrued Interest
57291.67
Local Market Value
2768450.00
Local Total Cost Amount
2447250.00
Local Unrealized Gain Loss
321200.00
Local Accrued Interest
57291.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXELON GENERATION CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXELON GENERATION CO LLC
Security Description
5.6% 15 Jun 2042
Maturity Date
2042-06-15T00:00:00.000
Interest Rate
5.6
Original Face
0
Shares Par Value
5500000.00
Base Market Value
5523045.00
Base Total Cost
5489715.00
Base Unrealized Gain Loss
33330.00
Base Accrued Interest
13688.89
Local Market Value
5523045.00
Local Total Cost Amount
5489715.00
Local Unrealized Gain Loss
33330.00
Local Accrued Interest
13688.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PHILIP MORRIS INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILIP MORRIS INTL INC
Security Description
2% 21 Feb 2020
Maturity Date
2020-02-21T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4008520.00
Base Total Cost
3975520.00
Base Unrealized Gain Loss
33000.00
Base Accrued Interest
28888.89
Local Market Value
4008520.00
Local Total Cost Amount
3975520.00
Local Unrealized Gain Loss
33000.00
Local Accrued Interest
28888.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMMONWEALTH BANK AUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMONWEALTH BANK AUST
Security Description
1% 10 Mar 2022
Maturity Date
2022-03-10T00:00:00.000
Interest Rate
1.93644
Original Face
0
Shares Par Value
2400000.00
Base Market Value
2400744.00
Base Total Cost
2403456.00
Base Unrealized Gain Loss
-2712.00
Base Accrued Interest
2323.73
Local Market Value
2400744.00
Local Total Cost Amount
2403456.00
Local Unrealized Gain Loss
-2712.00
Local Accrued Interest
2323.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOLENIS INTL L P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLENIS INTL L P
Security Description
1% 31 Jul 2022
Maturity Date
2022-07-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
825000.00
Base Market Value
828300.00
Base Total Cost
820875.00
Base Unrealized Gain Loss
7425.00
Base Accrued Interest
0
Local Market Value
828300.00
Local Total Cost Amount
820875.00
Local Unrealized Gain Loss
7425.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
3.45% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
5750000.00
Base Market Value
5737867.50
Base Total Cost
5725425.00
Base Unrealized Gain Loss
12442.50
Base Accrued Interest
16531.25
Local Market Value
5737867.50
Local Total Cost Amount
5725425.00
Local Unrealized Gain Loss
12442.50
Local Accrued Interest
16531.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK ONE CAPITAL III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK ONE CAPITAL III
Security Description
8.75% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1500000.00
Base Market Value
2244375.00
Base Total Cost
1495725.00
Base Unrealized Gain Loss
748650.00
Base Accrued Interest
43750.00
Local Market Value
2244375.00
Local Total Cost Amount
1495725.00
Local Unrealized Gain Loss
748650.00
Local Accrued Interest
43750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
4.5% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
951490.00
Base Total Cost
936120.00
Base Unrealized Gain Loss
15370.00
Base Accrued Interest
13250.00
Local Market Value
951490.00
Local Total Cost Amount
936120.00
Local Unrealized Gain Loss
15370.00
Local Accrued Interest
13250.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.5% 27 Jun 2044
Maturity Date
2044-06-27T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4420000.00
Base Total Cost
4475000.00
Base Unrealized Gain Loss
-55000.00
Base Accrued Interest
3055.56
Local Market Value
4420000.00
Local Total Cost Amount
4475000.00
Local Unrealized Gain Loss
-55000.00
Local Accrued Interest
3055.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3% 12 Mar 2020
Maturity Date
2020-03-12T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4084880.00
Base Total Cost
4131040.00
Base Unrealized Gain Loss
-46160.00
Base Accrued Interest
36333.33
Local Market Value
4084880.00
Local Total Cost Amount
4131040.00
Local Unrealized Gain Loss
-46160.00
Local Accrued Interest
36333.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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